NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 22-Aug-2017

Day Change Summary
	Previous	Current
	21-Aug-2017	22-Aug-2017	Change	Change %	Previous Week
Open	2.929	2.992	0.063	2.2%	3.030
High	3.014	3.035	0.021	0.7%	3.042
Low	2.903	2.953	0.050	1.7%	2.886
Close	2.992	2.968	-0.024	-0.8%	2.930
Range	0.111	0.082	-0.029	-26.1%	0.156
ATR	0.073	0.074	0.001	0.9%	0.000
Volume	99,466	119,611	20,145	20.3%	359,604

Daily Pivots for day following 22-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.231	3.182	3.013
R3	3.149	3.100	2.991
R2	3.067	3.067	2.983
R1	3.018	3.018	2.976	3.002
PP	2.985	2.985	2.985	2.977
S1	2.936	2.936	2.960	2.920
S2	2.903	2.903	2.953
S3	2.821	2.854	2.945
S4	2.739	2.772	2.923

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.421	3.331	3.016
R3	3.265	3.175	2.973
R2	3.109	3.109	2.959
R1	3.019	3.019	2.944	2.986
PP	2.953	2.953	2.953	2.936
S1	2.863	2.863	2.916	2.830
S2	2.797	2.797	2.901
S3	2.641	2.707	2.887
S4	2.485	2.551	2.844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.035	2.886	0.149	5.0%	0.074	2.5%	55%	True	False	90,662
10	3.042	2.835	0.207	7.0%	0.075	2.5%	64%	False	False	90,429
20	3.042	2.799	0.243	8.2%	0.069	2.3%	70%	False	False	73,983
40	3.142	2.799	0.343	11.6%	0.074	2.5%	49%	False	False	57,597
60	3.284	2.799	0.485	16.3%	0.075	2.5%	35%	False	False	52,245
80	3.520	2.799	0.721	24.3%	0.077	2.6%	23%	False	False	47,407

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.384
2.618	3.250
1.618	3.168
1.000	3.117
0.618	3.086
HIGH	3.035
0.618	3.004
0.500	2.994
0.382	2.984
LOW	2.953
0.618	2.902
1.000	2.871
1.618	2.820
2.618	2.738
4.250	2.605

Fisher Pivots for day following 22-Aug-2017
Pivot	1 day	3 day
R1	2.994	2.969
PP	2.985	2.969
S1	2.977	2.968

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These figures are updated between 7pm and 10pm EST after a trading day.

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